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Pandemic portfolio choice
COVID-19 has taught us that a pandemic can significantly increase biometric risk and at the same time trigger crashes of the stock market. Taking these potential co-movements of financial and non-financial risks into account, we study the portfolio problem of an agent who is aware that a future pand...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9131511/ https://www.ncbi.nlm.nih.gov/pubmed/35651517 http://dx.doi.org/10.1016/j.ejor.2022.05.035 |